+17.5%
IJR vs NTNX
-16.9%
+34.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.1% | +4.3% | -3.3% |
| 7D | -3.2% | -17.2% | +14.0% | -2.2% |
| 30D | -1.0% | -20.2% | +19.3% | +0.2% |
| 3M | -7.4% | -4.0% | -3.4% | -7.1% |
| 6M | +0.2% | +34.8% | -34.6% | -1.1% |
| YTD | +15.3% | +13.3% | +2.1% | +13.6% |
| 1Y | +17.5% | -16.0% | +33.5% | +17.2% |
| All | +17.5% | -16.9% | +34.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling